[--[65.84.65.76]--]

ICICIBANK

Icici Bank Ltd.
1366 +6.00 (0.44%)
L: 1363.3 H: 1370.7

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Historical option data for ICICIBANK

12 Dec 2025 04:10 PM IST
ICICIBANK 30-DEC-2025 1470 CE
Delta: 0.04
Vega: 0.26
Theta: -0.14
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 1366.00 0.85 0.05 17.45 337 115 554
11 Dec 1360.00 0.75 -0.15 17.28 97 20 438
10 Dec 1363.60 0.95 -0.25 17.01 205 -44 417
9 Dec 1375.20 1.25 -0.3 15.89 381 16 460
8 Dec 1389.60 1.45 -0.15 14.07 404 -19 444
5 Dec 1392.50 1.5 -0.3 12.42 539 -2 463
4 Dec 1386.70 1.8 -0.45 13.62 441 -61 465
3 Dec 1391.50 2.4 0.9 13.40 473 104 521
2 Dec 1373.00 1.5 -0.85 14.12 558 20 420
1 Dec 1390.10 2.25 -0.35 12.86 663 -57 400
28 Nov 1388.80 2.65 -0.15 12.89 544 -91 457
27 Nov 1392.20 2.95 1.25 12.24 1,047 125 549
26 Nov 1375.00 1.7 0.25 12.75 565 296 432
25 Nov 1357.80 1.45 -0.8 14.25 178 -55 135
24 Nov 1368.40 2.1 -1 14.07 135 15 191
21 Nov 1369.50 3.05 -2.15 14.31 145 -5 175
20 Nov 1383.00 5.3 0.1 14.71 104 43 178
19 Nov 1383.10 5.2 0.2 14.23 187 82 135
18 Nov 1373.40 5 -1.05 15.62 64 18 52
17 Nov 1379.00 6.05 -0.15 15.09 37 11 35
14 Nov 1373.00 6.25 -1.5 15.41 46 5 22
13 Nov 1385.90 7.75 2.3 14.67 22 -9 18
12 Nov 1358.90 5.55 0.25 16.29 21 14 26
11 Nov 1358.30 5.35 -0.65 15.83 11 10 11
10 Nov 1348.00 6 -10.85 17.66 1 0 0
7 Nov 1343.00 16.85 0 5.47 0 0 0
6 Nov 1320.40 16.85 0 6.50 0 0 0
4 Nov 1336.90 16.85 0 5.55 0 0 0
3 Nov 1346.40 16.85 0 4.93 0 0 0
31 Oct 1345.30 16.85 0 - 0 0 0
30 Oct 1362.40 16.85 0 4.04 0 0 0
29 Oct 1370.40 16.85 0 3.55 0 0 0


For Icici Bank Ltd. - strike price 1470 expiring on 30DEC2025

Delta for 1470 CE is 0.04

Historical price for 1470 CE is as follows

On 12 Dec ICICIBANK was trading at 1366.00. The strike last trading price was 0.85, which was 0.05 higher than the previous day. The implied volatity was 17.45, the open interest changed by 115 which increased total open position to 554


On 11 Dec ICICIBANK was trading at 1360.00. The strike last trading price was 0.75, which was -0.15 lower than the previous day. The implied volatity was 17.28, the open interest changed by 20 which increased total open position to 438


On 10 Dec ICICIBANK was trading at 1363.60. The strike last trading price was 0.95, which was -0.25 lower than the previous day. The implied volatity was 17.01, the open interest changed by -44 which decreased total open position to 417


On 9 Dec ICICIBANK was trading at 1375.20. The strike last trading price was 1.25, which was -0.3 lower than the previous day. The implied volatity was 15.89, the open interest changed by 16 which increased total open position to 460


On 8 Dec ICICIBANK was trading at 1389.60. The strike last trading price was 1.45, which was -0.15 lower than the previous day. The implied volatity was 14.07, the open interest changed by -19 which decreased total open position to 444


On 5 Dec ICICIBANK was trading at 1392.50. The strike last trading price was 1.5, which was -0.3 lower than the previous day. The implied volatity was 12.42, the open interest changed by -2 which decreased total open position to 463


On 4 Dec ICICIBANK was trading at 1386.70. The strike last trading price was 1.8, which was -0.45 lower than the previous day. The implied volatity was 13.62, the open interest changed by -61 which decreased total open position to 465


On 3 Dec ICICIBANK was trading at 1391.50. The strike last trading price was 2.4, which was 0.9 higher than the previous day. The implied volatity was 13.40, the open interest changed by 104 which increased total open position to 521


On 2 Dec ICICIBANK was trading at 1373.00. The strike last trading price was 1.5, which was -0.85 lower than the previous day. The implied volatity was 14.12, the open interest changed by 20 which increased total open position to 420


On 1 Dec ICICIBANK was trading at 1390.10. The strike last trading price was 2.25, which was -0.35 lower than the previous day. The implied volatity was 12.86, the open interest changed by -57 which decreased total open position to 400


On 28 Nov ICICIBANK was trading at 1388.80. The strike last trading price was 2.65, which was -0.15 lower than the previous day. The implied volatity was 12.89, the open interest changed by -91 which decreased total open position to 457


On 27 Nov ICICIBANK was trading at 1392.20. The strike last trading price was 2.95, which was 1.25 higher than the previous day. The implied volatity was 12.24, the open interest changed by 125 which increased total open position to 549


On 26 Nov ICICIBANK was trading at 1375.00. The strike last trading price was 1.7, which was 0.25 higher than the previous day. The implied volatity was 12.75, the open interest changed by 296 which increased total open position to 432


On 25 Nov ICICIBANK was trading at 1357.80. The strike last trading price was 1.45, which was -0.8 lower than the previous day. The implied volatity was 14.25, the open interest changed by -55 which decreased total open position to 135


On 24 Nov ICICIBANK was trading at 1368.40. The strike last trading price was 2.1, which was -1 lower than the previous day. The implied volatity was 14.07, the open interest changed by 15 which increased total open position to 191


On 21 Nov ICICIBANK was trading at 1369.50. The strike last trading price was 3.05, which was -2.15 lower than the previous day. The implied volatity was 14.31, the open interest changed by -5 which decreased total open position to 175


On 20 Nov ICICIBANK was trading at 1383.00. The strike last trading price was 5.3, which was 0.1 higher than the previous day. The implied volatity was 14.71, the open interest changed by 43 which increased total open position to 178


On 19 Nov ICICIBANK was trading at 1383.10. The strike last trading price was 5.2, which was 0.2 higher than the previous day. The implied volatity was 14.23, the open interest changed by 82 which increased total open position to 135


On 18 Nov ICICIBANK was trading at 1373.40. The strike last trading price was 5, which was -1.05 lower than the previous day. The implied volatity was 15.62, the open interest changed by 18 which increased total open position to 52


On 17 Nov ICICIBANK was trading at 1379.00. The strike last trading price was 6.05, which was -0.15 lower than the previous day. The implied volatity was 15.09, the open interest changed by 11 which increased total open position to 35


On 14 Nov ICICIBANK was trading at 1373.00. The strike last trading price was 6.25, which was -1.5 lower than the previous day. The implied volatity was 15.41, the open interest changed by 5 which increased total open position to 22


On 13 Nov ICICIBANK was trading at 1385.90. The strike last trading price was 7.75, which was 2.3 higher than the previous day. The implied volatity was 14.67, the open interest changed by -9 which decreased total open position to 18


On 12 Nov ICICIBANK was trading at 1358.90. The strike last trading price was 5.55, which was 0.25 higher than the previous day. The implied volatity was 16.29, the open interest changed by 14 which increased total open position to 26


On 11 Nov ICICIBANK was trading at 1358.30. The strike last trading price was 5.35, which was -0.65 lower than the previous day. The implied volatity was 15.83, the open interest changed by 10 which increased total open position to 11


On 10 Nov ICICIBANK was trading at 1348.00. The strike last trading price was 6, which was -10.85 lower than the previous day. The implied volatity was 17.66, the open interest changed by 0 which decreased total open position to 0


On 7 Nov ICICIBANK was trading at 1343.00. The strike last trading price was 16.85, which was 0 lower than the previous day. The implied volatity was 5.47, the open interest changed by 0 which decreased total open position to 0


On 6 Nov ICICIBANK was trading at 1320.40. The strike last trading price was 16.85, which was 0 lower than the previous day. The implied volatity was 6.50, the open interest changed by 0 which decreased total open position to 0


On 4 Nov ICICIBANK was trading at 1336.90. The strike last trading price was 16.85, which was 0 lower than the previous day. The implied volatity was 5.55, the open interest changed by 0 which decreased total open position to 0


On 3 Nov ICICIBANK was trading at 1346.40. The strike last trading price was 16.85, which was 0 lower than the previous day. The implied volatity was 4.93, the open interest changed by 0 which decreased total open position to 0


On 31 Oct ICICIBANK was trading at 1345.30. The strike last trading price was 16.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 30 Oct ICICIBANK was trading at 1362.40. The strike last trading price was 16.85, which was 0 lower than the previous day. The implied volatity was 4.04, the open interest changed by 0 which decreased total open position to 0


On 29 Oct ICICIBANK was trading at 1370.40. The strike last trading price was 16.85, which was 0 lower than the previous day. The implied volatity was 3.55, the open interest changed by 0 which decreased total open position to 0


ICICIBANK 30DEC2025 1470 PE
Delta: -0.93
Vega: 0.40
Theta: 0.15
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 1366.00 98.6 28.7 20.40 2 1 79
11 Dec 1360.00 69.9 -5.4 - 0 0 78
10 Dec 1363.60 69.9 -5.4 - 0 0 78
9 Dec 1375.20 69.9 -5.4 - 0 0 0
8 Dec 1389.60 69.9 -5.4 - 0 0 78
5 Dec 1392.50 69.9 -5.4 - 0 0 0
4 Dec 1386.70 69.9 -5.4 - 0 0 0
3 Dec 1391.50 69.9 -5.4 - 0 0 0
2 Dec 1373.00 69.9 -5.4 - 0 0 0
1 Dec 1390.10 69.9 -5.4 12.04 2 0 78
28 Nov 1388.80 75.3 -15.9 - 0 61 0
27 Nov 1392.20 75.3 -15.9 20.66 80 61 78
26 Nov 1375.00 91.2 -13.8 21.91 4 3 16
25 Nov 1357.80 105 14.9 20.42 2 0 13
24 Nov 1368.40 90.1 -4.4 11.77 6 4 12
21 Nov 1369.50 94.5 16.95 20.24 3 2 7
20 Nov 1383.00 77.55 -30.75 14.96 5 4 4
19 Nov 1383.10 108.3 0 - 0 0 0
18 Nov 1373.40 108.3 0 - 0 0 0
17 Nov 1379.00 108.3 0 - 0 0 0
14 Nov 1373.00 108.3 0 - 0 0 0
13 Nov 1385.90 108.3 0 - 0 0 0
12 Nov 1358.90 108.3 0 - 0 0 0
11 Nov 1358.30 108.3 0 - 0 0 0
10 Nov 1348.00 108.3 0 - 0 0 0
7 Nov 1343.00 108.3 0 - 0 0 0
6 Nov 1320.40 108.3 0 - 0 0 0
4 Nov 1336.90 108.3 0 - 0 0 0
3 Nov 1346.40 108.3 0 - 0 0 0
31 Oct 1345.30 108.3 0 - 0 0 0
30 Oct 1362.40 108.3 0 - 0 0 0
29 Oct 1370.40 108.3 0 - 0 0 0


For Icici Bank Ltd. - strike price 1470 expiring on 30DEC2025

Delta for 1470 PE is -0.93

Historical price for 1470 PE is as follows

On 12 Dec ICICIBANK was trading at 1366.00. The strike last trading price was 98.6, which was 28.7 higher than the previous day. The implied volatity was 20.40, the open interest changed by 1 which increased total open position to 79


On 11 Dec ICICIBANK was trading at 1360.00. The strike last trading price was 69.9, which was -5.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 78


On 10 Dec ICICIBANK was trading at 1363.60. The strike last trading price was 69.9, which was -5.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 78


On 9 Dec ICICIBANK was trading at 1375.20. The strike last trading price was 69.9, which was -5.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Dec ICICIBANK was trading at 1389.60. The strike last trading price was 69.9, which was -5.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 78


On 5 Dec ICICIBANK was trading at 1392.50. The strike last trading price was 69.9, which was -5.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Dec ICICIBANK was trading at 1386.70. The strike last trading price was 69.9, which was -5.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Dec ICICIBANK was trading at 1391.50. The strike last trading price was 69.9, which was -5.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Dec ICICIBANK was trading at 1373.00. The strike last trading price was 69.9, which was -5.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Dec ICICIBANK was trading at 1390.10. The strike last trading price was 69.9, which was -5.4 lower than the previous day. The implied volatity was 12.04, the open interest changed by 0 which decreased total open position to 78


On 28 Nov ICICIBANK was trading at 1388.80. The strike last trading price was 75.3, which was -15.9 lower than the previous day. The implied volatity was -, the open interest changed by 61 which increased total open position to 0


On 27 Nov ICICIBANK was trading at 1392.20. The strike last trading price was 75.3, which was -15.9 lower than the previous day. The implied volatity was 20.66, the open interest changed by 61 which increased total open position to 78


On 26 Nov ICICIBANK was trading at 1375.00. The strike last trading price was 91.2, which was -13.8 lower than the previous day. The implied volatity was 21.91, the open interest changed by 3 which increased total open position to 16


On 25 Nov ICICIBANK was trading at 1357.80. The strike last trading price was 105, which was 14.9 higher than the previous day. The implied volatity was 20.42, the open interest changed by 0 which decreased total open position to 13


On 24 Nov ICICIBANK was trading at 1368.40. The strike last trading price was 90.1, which was -4.4 lower than the previous day. The implied volatity was 11.77, the open interest changed by 4 which increased total open position to 12


On 21 Nov ICICIBANK was trading at 1369.50. The strike last trading price was 94.5, which was 16.95 higher than the previous day. The implied volatity was 20.24, the open interest changed by 2 which increased total open position to 7


On 20 Nov ICICIBANK was trading at 1383.00. The strike last trading price was 77.55, which was -30.75 lower than the previous day. The implied volatity was 14.96, the open interest changed by 4 which increased total open position to 4


On 19 Nov ICICIBANK was trading at 1383.10. The strike last trading price was 108.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Nov ICICIBANK was trading at 1373.40. The strike last trading price was 108.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Nov ICICIBANK was trading at 1379.00. The strike last trading price was 108.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Nov ICICIBANK was trading at 1373.00. The strike last trading price was 108.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Nov ICICIBANK was trading at 1385.90. The strike last trading price was 108.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Nov ICICIBANK was trading at 1358.90. The strike last trading price was 108.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Nov ICICIBANK was trading at 1358.30. The strike last trading price was 108.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Nov ICICIBANK was trading at 1348.00. The strike last trading price was 108.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Nov ICICIBANK was trading at 1343.00. The strike last trading price was 108.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Nov ICICIBANK was trading at 1320.40. The strike last trading price was 108.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Nov ICICIBANK was trading at 1336.90. The strike last trading price was 108.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Nov ICICIBANK was trading at 1346.40. The strike last trading price was 108.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 31 Oct ICICIBANK was trading at 1345.30. The strike last trading price was 108.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 30 Oct ICICIBANK was trading at 1362.40. The strike last trading price was 108.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 29 Oct ICICIBANK was trading at 1370.40. The strike last trading price was 108.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0